NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 07-Aug-2020
Day Change Summary
Previous Current
06-Aug-2020 07-Aug-2020 Change Change % Previous Week
Open 43.02 42.86 -0.16 -0.4% 41.27
High 43.47 43.09 -0.38 -0.9% 44.11
Low 42.56 42.03 -0.53 -1.2% 40.60
Close 42.89 42.19 -0.70 -1.6% 42.19
Range 0.91 1.06 0.15 16.5% 3.51
ATR 1.37 1.34 -0.02 -1.6% 0.00
Volume 90,025 70,887 -19,138 -21.3% 498,724
Daily Pivots for day following 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.62 44.96 42.77
R3 44.56 43.90 42.48
R2 43.50 43.50 42.38
R1 42.84 42.84 42.29 42.64
PP 42.44 42.44 42.44 42.34
S1 41.78 41.78 42.09 41.58
S2 41.38 41.38 42.00
S3 40.32 40.72 41.90
S4 39.26 39.66 41.61
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 52.83 51.02 44.12
R3 49.32 47.51 43.16
R2 45.81 45.81 42.83
R1 44.00 44.00 42.51 44.91
PP 42.30 42.30 42.30 42.75
S1 40.49 40.49 41.87 41.40
S2 38.79 38.79 41.55
S3 35.28 36.98 41.22
S4 31.77 33.47 40.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.11 40.60 3.51 8.3% 1.42 3.4% 45% False False 99,744
10 44.11 39.63 4.48 10.6% 1.33 3.1% 57% False False 83,969
20 44.11 39.63 4.48 10.6% 1.19 2.8% 57% False False 74,314
40 44.11 35.72 8.39 19.9% 1.44 3.4% 77% False False 73,918
60 44.11 29.68 14.43 34.2% 1.60 3.8% 87% False False 75,891
80 44.11 25.31 18.80 44.6% 1.80 4.3% 90% False False 82,617
100 44.11 25.31 18.80 44.6% 1.95 4.6% 90% False False 86,619
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.60
2.618 45.87
1.618 44.81
1.000 44.15
0.618 43.75
HIGH 43.09
0.618 42.69
0.500 42.56
0.382 42.43
LOW 42.03
0.618 41.37
1.000 40.97
1.618 40.31
2.618 39.25
4.250 37.53
Fisher Pivots for day following 07-Aug-2020
Pivot 1 day 3 day
R1 42.56 43.07
PP 42.44 42.78
S1 42.31 42.48

These figures are updated between 7pm and 10pm EST after a trading day.

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